+82.0%
USO vs NTRA
+3,199.2%
-3,117.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | +9.1% | +0.2% | +8.9% | +9.1% |
| 30D | +21.7% | +4.1% | +17.6% | +21.3% |
| 3M | +20.2% | +50.0% | -29.8% | +15.9% |
| 6M | +43.4% | +67.3% | -23.9% | +36.0% |
| YTD | +124.0% | +43.6% | +80.4% | +115.0% |
| 1Y | +112.2% | +89.2% | +22.9% | +98.2% |
| 3Y | +97.7% | +502.5% | -404.9% | +61.1% |
| 5Y | +217.4% | +173.8% | +43.7% | +168.7% |
| All | +82.0% | +3,199.2% | -3,117.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling